RBI Put/ATX 24-25/ AT0000A3BYJ3 /
8/26/2024 9:15:02 AM | Chg.-0.090 | Bid5:19:19 PM | Ask5:19:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.100EUR | -2.82% | - Bid Size: - |
- Ask Size: - |
ATX | 3,600.00 EUR | 9/19/2025 | Put |
Master data
WKN: | RC1DZ1 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,600.00 EUR |
Maturity: | 9/19/2025 |
Issue date: | 4/8/2024 |
Last trading day: | 9/18/2025 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -11.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.84 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.12 |
Parity: | -0.90 |
Time value: | 3.19 |
Break-even: | 3,281.00 |
Moneyness: | 0.98 |
Premium: | 0.11 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.07 |
Spread %: | 2.24% |
Delta: | -0.36 |
Theta: | -0.36 |
Omega: | -4.15 |
Rho: | -17.52 |
Quote data
Open: | 3.100 |
---|---|
High: | 3.100 |
Low: | 3.100 |
Previous Close: | 3.190 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -6.06% | ||
---|---|---|---|
1 Month | -4.32% | ||
3 Months | -7.74% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.300 | 3.170 |
---|---|---|
1M High / 1M Low: | 4.200 | 3.060 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.222 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.411 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 95.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |